Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.79% | 60.27 CHF | 60.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 60'416 CHF | 60'896 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 60.57 CHF | 61.05 CHF | 400 | 1'000 | 557 | 1'000 | 33'722 CHF | 60'973 CHF | 98.58% | 100.00% |
18.11.2024 | 0.79% | 60.27 CHF | 60.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 59'842 CHF | 60'317 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 59.40 CHF | 59.87 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 59'434 CHF | 59'905 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 60.36 CHF | 60.84 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 60'723 CHF | 61'205 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 60.85 CHF | 61.33 CHF | 1'000 | 1'000 | 982 | 1'000 | 59'507 CHF | 61'073 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 60.98 CHF | 61.46 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 61'699 CHF | 62'188 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 61.86 CHF | 62.35 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 61'252 CHF | 61'890 CHF | 96.64% | 96.64% |
08.11.2024 | 0.79% | 60.81 CHF | 61.29 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 60'719 CHF | 61'201 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 61.07 CHF | 61.56 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 60'956 CHF | 61'439 CHF | 100.00% | 100.00% |